Basic drawing tools to use on top of wmv, mpeg or avi videos

Don't know if this can be done but... I'm looking to create a very basic download to be downloaded from my site for my golf students. This download is a couple of very basic drawing tools (straight line vertical, straight line horizontal, straight line diagonal, and a circle for around their head ) for my students to be able to download and use these tools on top of their wmv or avi video which playes on their computer. They should be able to choose one of the drawing selections and move it where they need to on top of the video. I now provide them with a video of their golf swing which I post on my site, they typically download their swing and have it on their computer. This software download would work off their computer.